+69.4%
MTZ vs P
+237.3%
-168.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -16.4% | +11.2% | -0.5% |
| 7D | -10.6% | -31.9% | +21.3% | -0.9% |
| 30D | -30.4% | -36.5% | +6.1% | -21.5% |
| 3M | -40.4% | +11.6% | -52.0% | -43.8% |
| 6M | -63.7% | +25.2% | -88.9% | -67.5% |
| YTD | -26.9% | +39.4% | -66.3% | -37.3% |
| 1Y | -20.2% | -3.7% | -16.5% | -25.2% |
| 3Y | +208.1% | +167.3% | +40.9% | +103.5% |
| 5Y | +69.4% | +237.3% | -168.0% | +3.3% |
| All | +69.4% | +237.3% | -168.0% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling